To say that is twice differentiable at means that is defined in a neighbourhood of and is differentiable at ; its derivative is .
By the chain rule, near ,
Since is differentiable and is differentiable at , another use of the chain rule shows that is differentiable at . The product rule then proves that the displayed product is differentiable. Hence is twice differentiable, with the second derivative chain rule
Put . The chain rule gives
Apply the product rule and the chain rule once more: , and
Consequently , so the requested coefficients are
This is the second derivative chain rule along the parametric curve .
The second derivative chain rule is
Put and . Substituting the preceding results and gives
Therefore
Apply the product rule and the chain rule once more to each expression in part (i). The second derivative chain rule gives
and
For example, the coefficient of in the mixed partial derivative is , while the final term is . The symmetry is used in combining the mixed terms under the usual twice-continuously-differentiable interpretation.
The second derivative chain rule gives
With , the constant term vanishes, , and by the specified case. Thus the first two nonzero terms in the Taylor expansion are
For this change of variables,
and . The second derivative chain rule therefore gives
Thus the transformation rule for the Laplacian is
For , its Laplacian is zero. At every point with , division by proves
This conclusion applies to each local inverse branch of the change of variables: its Jacobian determinant is , so such a branch exists away from the origin by the inverse function theorem. A single globally defined cannot represent on the entire plane, since and give the same but generally opposite values of . Nor can a differentiable represent this in a neighborhood of the origin: the multivariable chain rule there would give , contradicting . The requested harmonic function conclusion is therefore a local statement on nonsingular branches.[ref]